Andre is an amateur investor who holds a small portfolio consisting of only four stocks. The stock holdings in his portfolio are shown in the following table: Percentage of Portfolio Stock Expected Return 6.00% 14.00% Standard Deviation 25.00% Artemis Inc. 20% 30% 29.00% Babish & Co. Cornell Industries 35% 11.00% 32.00% 34.00% Danforth Motors 15% 3.00% What is the expected return on Andre's stock portfolio? O 7.28% 13.10% 14.55% 9.70% Suppose each stock in Andre's portfolio has a correlation coefficient of 0.4 (p = 0.4) with each of the other stocks. If the weighted average of the risk of the individual securities (as measured by their standard deviations) included in the partially diversified four-stock portfolio is 30%, the portfolio's standard deviation (p) most likely is 30%